+850.1%
TRGP vs RNG
+222.9%
+627.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.1% | -6.1% | +6.2% | +0.7% |
| 30D | +8.0% | +9.6% | -1.6% | +6.9% |
| 3M | +8.3% | +83.3% | -75.1% | +0.9% |
| 6M | +23.9% | +77.9% | -54.0% | +15.1% |
| YTD | +59.6% | +139.9% | -80.3% | +41.9% |
| 1Y | +79.4% | +121.7% | -42.2% | +60.5% |
| 3Y | +269.4% | +121.9% | +147.6% | +221.2% |
| 5Y | +641.6% | -68.4% | +710.0% | +652.9% |
| All | +850.1% | +222.9% | +627.3% | +531.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling